The goal of curstatCI is to obtain confidence intervals for the distribution function of a random variable based on current status data. In the current status model, the variable of interest X with distribution function F0 is not observed directly. A censoring variable T is observed instead together with the indicator Îâ=â(Xââ¤âT). curstatCI provides functions to estimate the distribution function F0 and to construct pointswise confidence intervals around F0(t) based on an observed sample (T1,âÎ1),â¦,(Tn,âÎn) of size n from the observable random vector (T,âÎ).
InstallationYou can install curstatCI from CRAN with:
# install.packages("curstatCI")
The package curstatCI requires the library Rcpp. To use the functions available in curstatCI load:
load(Rcpp)
load(curstatCI)
You can install curstatCI from github with:
# install.packages("devtools")
devtools::install_github("kimhendrickx/curstatCI")
Example
This is a basic example which shows you how to obtain the confidence intervals for the distribution function of the time to infection for the Rubella data set. More information on the data and usage of the package can be found in the vignette âcurstatCIâ:
library(Rcpp)
library(curstatCI)
set.seed(1)
data(rubella)
grid <-1:80
bw <-ComputeBW(data=rubella, x=grid)
#> The computations took 1.256 seconds
out<-ComputeConfIntervals(data=rubella,x=grid,alpha=0.05, bw = bw)
#> The program produces the Studentized nonparametric bootstrap confidence intervals for the cdf, using the SMLE.
#>
#> Number of unique observations: 225
#> Sample size n = 230
#> Number of Studentized Intervals = 80
#> Number of Non-Studentized Intervals = 0
#> The computations took 0.414 seconds
out$MLE
#> [,1] [,2]
#> [1,] 0.0000 0.0000000
#> [2,] 0.9452 0.2000000
#> [3,] 1.2301 0.4857143
#> [4,] 5.6411 0.5000000
#> [5,] 9.4603 0.5714286
#> [6,] 12.4548 0.8571429
#> [7,] 15.4466 0.8666667
#> [8,] 20.8000 0.8750000
#> [9,] 23.2219 0.9285714
#> [10,] 25.2932 0.9401709
#> [11,] 77.8027 1.0000000
smle <- out$SMLE
left<-out$CI[,1]
right<-out$CI[,2]
ConfInt<-cbind(smle, left, right)
head(ConfInt)
#> smle left right
#> [1,] 0.05205647 0.04645370 0.05684488
#> [2,] 0.10387679 0.09062863 0.11518718
#> [3,] 0.15522742 0.13450756 0.17291065
#> [4,] 0.20587997 0.17795836 0.22970949
#> [5,] 0.25561365 0.22085116 0.28528225
#> [6,] 0.30421750 0.26290425 0.33934792
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